IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this book or follow this series

The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry

  • Castle, Jennifer
    (British Academy Postdoctoral Fellow in Economics)

  • Shephard, Neil
    (Professor of Economics at Oxford University and Research Director of the University's Oxford-Man Institute)

Registered editor(s):

David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have collaborated with Hendry or have been influenced by his research have contributed to this volume, which provides a reflection on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Central themes of the book include dynamic modelling and the properties of time series data, model selection and model evaluation, forecasting, policy analysis, exogeneity and causality, and encompassing. The book strikes a balance between econometric theory and empirical work, and demonstrates the influence that Hendry's research has had on the direction of modern econometrics. Contributors include: Karim Abadir, Anindya Banerjee, Gunnar Bardsen, Andreas Beyer, Mike Clements, James Davidson, Juan Dolado, Jurgen Doornik, Robert Engle, Neil Ericsson, Jesus Gonzalo, Clive Granger, David Hendry, Kevin Hoover, Soren Johansen, Katarina Juselius, Steven Kamin, Pauline Kennedy, Maozu Lu, Massimiliano Marcellino, Laura Mayoral, Grayham Mizon, Bent Nielsen, Ragnor Nymoen, Jim Stock, Pravin Trivedi, Paolo Paruolo, Mark Watson, Hal White, and David Zimmer. Contributors to this volume - Karim Abadir, Imperial College London Anindya Banerjee, University of Birmingham Gunnar Bardsen, Norwegian University of Science and Technology Andreas Beyer, European Central Bank Mike Clements, University of Warwick James Davidson, University of Exeter Selva Demiralp, Koc University Juan Dolado, Universidad Carlos III de Madrid Jurgen Doornik, University of Oxford Robert Engle, University of California, San Diego Neil Ericsson, Board of Governors of the Federal Reserve System Jesus Gonzalo, Universidad Carlos III de Madrid Clive Granger, University of California, San Diego David Hendry, University of Oxford Kevin Hoover, Duke University Soren Johansen, University of Copenhagen Katarina Juselius, University of Copenhagen Steven Kamin, Board of Governors of the Federal Reserve System Pauline Kennedy, Bates White, LLC Maozu Lu, University of Southampton Massimiliano Marcellino, Bocconi University and European University Institute Laura Mayoral, Institut d'Analisi Economica (CSIC) Grayham Mizon, University of Southampton Bent Nielsen, University of Oxford Ragnor Nymoen, University of Oslo Jim Stock, Harvard University and the National Bureau of Economic Research Pravin Trivedi, Indiana University, Bloomington Paolo Paruolo, University of Insubria Stephen J. Perez, California State University Mark Watson, Princeton University and the National Bureau of Economic Research Halbert White, University of California, San Diego David Zimmer, Western Kentucky University

To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

as
in new window

This book is provided by Oxford University Press in its series OUP Catalogue with number 9780199237197 and published in 2009.
ISBN: 9780199237197
Order: http://ukcatalogue.oup.com/product/9780199237197.do
Handle: RePEc:oxp:obooks:9780199237197
Contact details of provider: Web page: http://www.oup.com/

Order Information: Web: http://www.oup.com/

No references listed on IDEAS
You can help add them by filling out this form.

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:oxp:obooks:9780199237197. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Economics Book Marketing)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.